Tour v502
FSLY
FASTLY INC A
$28.07 +1.15%
8/11 10:20

Option Volume

Detail
Current (08/11 10:20am) 1,932
Calls: 1,658 (86%)
Puts: 274 (14%)
Prior --
Calls: 40,836 (71%)
Puts: 17,046 (29%)
Current vs Prior +0.00%
Calls: -95.94% (Calls)
Puts: -98.39% (Puts)
Prior 7-Day Total 117,271
Calls: 86,223 (74%)
Puts: 31,048 (26%)
Prior 7-Day Average 16,753
Calls: 12,317 (74%)
Puts: 4,435 (26%)
Current vs Prior 7-Day Avg -88.47%
Calls: -86.54%
Puts: -93.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11 10:20am) $292.2K
Calls: $270.3K (93%)
Puts: $21.8K (7%)
Prior --
Calls: $20.73M (93%)
Puts: $1.56M (7%)
Current vs Prior +0.00%
Calls: -98.70%
Puts: -98.60%
Prior 7-Day Total $39.06M
Calls: $35.73M (91%)
Puts: $3.32M (9%)
Prior 7-Day Average $5.58M
Calls: $5.10M (91%)
Puts: $474.8K (9%)
Current vs Prior 7-Day Avg -94.76%
Calls: -94.70%
Puts: -95.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11 10:20am) 0.17
Prior 1.00
Current vs Prior -83.47%
Prior 7-Day Average 0.25
Current vs Prior 7-Day Avg -33.96%
Sentiment BULLISH

Open Interest

Detail
Current (08/11 10:20am) 182,077
Calls: 93,504 (51%)
Puts: 88,573 (49%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,356,473
Calls: 700,651 (52%)
Puts: 655,822 (48%)
Prior 7-Day Average 193,781
Calls: 100,093 (52%)
Puts: 93,688 (48%)
Current vs Prior 7-Day Avg -6.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 8.94% | 13.36%13.36% | 23.26%
Prior 19.47% | 21.10%22.80% | 28.54%
Current vs Prior -54.07% | -36.67%-41.40% | -18.50%
Prior 7-Day Avg 20.17% | 23.44%22.86% | 28.83%
Current vs 7-Day Avg -55.66% | -43.00%-41.56% | -19.30%
Prior 7-Day Eod 19.47% | 21.10%13.26% | 23.35%
Current vs 7-Day Eod -54.07% | -36.67%+0.74% | -0.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.59% | 36.58%
Calls: 21.19% | 30.30%
Puts: 93.98% | 42.86%
Prior 17.30% | 13.43%
Calls: 20.15% | 13.79%
Puts: 14.46% | 13.06%
Current vs Prior +232.89% | +172.38%
Prior 7-Day Avg 14.58% | 12.58%
Calls: 12.83% | 12.91%
Puts: 16.32% | 12.25%
Current vs 7-Day Avg +295.13% | +190.78%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($270.3K) vs puts ($21.8K). Extreme bullish P/C ratio of 0.17 - heavy call buying (1,658 calls vs 274 puts). P/C ratio dropping 83% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 5.1%, best 5.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.951.00$0.985.1%1480.351.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.91, cheapest $0.83)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Aug 210.951.00$0.985.1%1480.351.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.50Aug 140.750.90$0.8318.1%180.41132

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 52 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 144.805.90$5.3520.6%--1.00315
$23.00Aug 144.005.40$4.7029.8%11.00406
$23.50Aug 144.005.00$4.5022.2%--0.97287
$22.50Aug 214.206.10$5.1536.9%--0.961.2K
$24.00Aug 143.904.50$4.2014.3%170.96644
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$30.00Sep 183.804.60$4.2019.0%10.54140

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 1.6K, top 546)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 141.051.30$1.1821.2%5460.52750
$30.00Aug 140.400.50$0.4522.2%3920.271.7K
$30.00Aug 210.951.00$0.985.1%1480.351.7K
$29.00Aug 211.251.40$1.3311.3%610.43192
$30.00Sep 182.202.45$2.3310.7%390.462.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 210.300.80$0.5590.9%1030.21229
$23.00Aug 140.000.10$0.05200.0%320.04118
$27.50Aug 140.750.90$0.8318.1%180.41132
$24.00Aug 140.000.20$0.10200.0%160.0772
$26.50Aug 140.350.65$0.5060.0%150.2885

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 33.2%, max 65.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 14Sep 25133.3%80.5%65.4%10293
$24.50Aug 14Aug 21142.5%86.3%65.2%--146
$23.00Aug 14Sep 11120.6%82.6%46.1%6412
$23.50Aug 14Sep 25119.1%85.8%38.8%--302
$24.00Aug 14Sep 11115.0%83.0%38.6%18667
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.50Aug 14Sep 25133.3%80.6%65.4%152
$24.50Aug 14Aug 21142.5%86.3%65.2%121
$24.00Aug 14Sep 4115.0%82.4%39.5%18120
$26.00Aug 14Aug 21107.3%77.2%39.0%768
$28.00Aug 14Aug 28112.5%82.4%36.6%2150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 4.56, avg 1.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.00$32.00Aug 21$0.18$0.82$0.184.56$31.18
$28.00$29.00Sep 11$0.20$0.80$0.204.00$28.20
$22.50$23.50Sep 25$0.20$0.80$0.204.00$22.70
$28.00$30.00Sep 25$0.40$1.60$0.404.00$28.40
$29.50$30.00Aug 14$0.12$0.38$0.123.17$29.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$22.50Sep 4$0.27$1.23$0.274.56$23.73
$25.00$24.00Aug 28$0.20$0.80$0.204.00$24.80
$26.50$26.00Aug 14$0.12$0.38$0.123.17$26.38
$27.50$27.00Aug 14$0.13$0.37$0.132.85$27.37
$25.00$22.50Sep 18$0.65$1.85$0.652.85$24.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 5.67, avg 1.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$26.00Sep 4$0.85$0.85$0.155.67$25.85
$26.50$27.00Aug 14$0.40$0.40$0.104.00$26.90
$26.50$27.00Aug 21$0.40$0.40$0.104.00$26.90
$22.50$23.00Aug 28$0.40$0.40$0.104.00$22.90
$22.50$24.00Sep 4$1.15$1.15$0.353.29$23.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$27.50Aug 14$0.37$0.37$0.132.85$27.63
$27.50$27.00Aug 28$0.35$0.35$0.152.33$27.15
$28.00$27.00Aug 21$0.68$0.68$0.322.13$27.32
$26.50$25.50Sep 25$0.62$0.62$0.381.63$25.88
$25.50$25.00Aug 21$0.28$0.28$0.221.27$25.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $0.45, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 14Aug 21$0.10120.6%91.1%
$25.50Aug 14Aug 21$0.18133.3%97.4%
$26.00Aug 14Aug 21$0.27107.3%77.2%
$24.00Aug 14Aug 21$0.30115.0%80.9%
$26.50Aug 14Aug 21$0.42105.5%93.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.50Aug 14Aug 21$0.10142.5%86.3%
$22.50Aug 14Aug 21$0.15116.9%95.5%
$23.00Aug 14Aug 21$0.15120.6%91.1%
$24.00Aug 14Aug 21$0.15115.0%80.9%
$23.50Aug 14Aug 21$0.20119.1%91.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 7.87% of stock, avg 16.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$27.50Aug 14$1.38$0.83$2.21$25.29$29.717.87%
$28.00Aug 14$1.18$1.20$2.38$25.62$30.388.48%
$27.00Aug 14$1.73$0.70$2.43$24.57$29.438.66%
$26.50Aug 14$2.13$0.50$2.63$23.87$29.139.37%
$26.00Aug 14$2.48$0.38$2.86$23.14$28.8610.19%
$25.00Aug 14$3.10$0.18$3.28$21.72$28.2811.69%
$27.00Aug 21$2.15$1.17$3.32$23.68$30.3211.83%
$25.50Aug 14$2.90$0.45$3.35$22.15$28.8511.93%
$26.00Aug 21$2.75$0.68$3.43$22.57$29.4312.22%
$28.00Aug 21$1.65$1.85$3.50$24.50$31.5012.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 2.78% of stock, avg 8.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$30.50$26.00Aug 14$0.40$0.38$0.78$25.22$31.28
$30.00$26.00Aug 14$0.45$0.38$0.83$25.17$30.83
$30.50$26.50Aug 14$0.40$0.50$0.90$25.60$31.40
$29.50$26.00Aug 14$0.57$0.38$0.95$25.05$30.45
$30.00$26.50Aug 14$0.45$0.50$0.95$25.55$30.95
$29.50$26.50Aug 14$0.57$0.50$1.07$25.43$30.57
$30.50$27.00Aug 14$0.40$0.70$1.10$25.90$31.60
$29.00$26.00Aug 14$0.75$0.38$1.13$24.87$30.13
$30.00$27.00Aug 14$0.45$0.70$1.15$25.85$31.15
$30.50$27.50Aug 14$0.40$0.83$1.23$26.27$31.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 3.35, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
26/2631/32Sep 25$0.77$0.233.35$25.73$31.77
25/2728/30Aug 28$1.53$0.473.26$25.47$29.53
22/2425/26Sep 4$1.12$0.382.95$22.88$26.12
24/2428/28Aug 21$0.37$0.132.85$24.13$28.37
24/2528/28Aug 21$0.37$0.132.85$24.63$28.37
24/2426/26Aug 21$0.35$0.152.33$24.15$26.35
24/2526/26Aug 21$0.35$0.152.33$24.65$26.35
24/2428/28Aug 28$0.32$0.181.78$23.68$27.82
24/2528/30Sep 4$0.95$0.551.73$24.05$29.45
25/2730/32Aug 28$1.23$0.771.60$25.77$31.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$26.00$27.00Aug 28$0.06$0.9415.67
$30.00$31.00$32.00Aug 21$0.07$0.9313.29
$22.50$23.00$23.50Aug 21$0.05$0.459.00
$29.00$30.00$31.00Aug 21$0.10$0.909.00
$29.00$29.50$30.00Aug 14$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Aug 21$0.06$0.447.33
$26.00$26.50$27.00Aug 14$0.08$0.425.25
$23.00$23.50$24.00Aug 28$0.12$0.383.17
$24.50$25.00$25.50Aug 21$0.13$0.372.85
$23.50$24.00$24.50Aug 14$0.18$0.321.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-0.01, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$30.001:2Sep 18-$0.01$4.99
$30.00$32.001:2Aug 28-$0.33$1.67
$28.00$30.001:2Aug 28-$0.53$1.47
$26.00$28.501:2Sep 4-$1.10$1.40
$26.00$28.001:2Sep 11-$1.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$22.501:2Sep 18-$0.20$2.30
$27.00$25.001:2Aug 28-$0.17$1.83
$24.00$22.501:2Sep 4-$0.26$1.24
$25.00$24.001:2Sep 4-$0.42$0.58
$28.00$27.001:2Aug 21-$0.49$0.51

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 7.84%, avg 3.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$30.00Sep 18$2.200.466.9%7.84%14.71%392.7K
$29.00Sep 11$2.050.483.3%7.30%10.62%71
$30.00Sep 25$2.000.466.9%7.13%14.00%--38
$28.50Sep 4$1.850.501.5%6.59%8.12%1--
$30.00Sep 11$1.550.436.9%5.52%12.40%145
$30.00Sep 4$1.400.416.9%4.99%11.86%--83
$31.00Sep 25$1.300.4010.4%4.63%15.07%--11
$29.00Aug 21$1.250.433.3%4.45%7.77%61192
$31.50Sep 25$1.150.3812.2%4.10%16.32%--12
$28.50Aug 21$1.050.471.5%3.74%5.27%432

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,658
Total Puts 274
Put/Call Ratio 0.17
Net Difference 1,384

Prior's Put/Call Breakdown

Total Calls 40,836
Total Puts 17,046
Put/Call Ratio 1.00
Net Difference 23,790

Prior 7-Day Put/Call Summary

Total Calls 86,223
Total Puts 31,048
Average Put/Call Ratio 0.25
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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